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Regularization methods for semidefinite programmingMalick, Jérôme ...We introduce a new class of algorithms for solving linear semidefinite programming (SDP) problems. Our approach is based on classical tools from convex optimization such as quadratic regularization ... and augmented Lagrangian techniques. We study the theoretical properties and we show that practical implementations behave very well on some instances of SDP having a large number of constraints. We also show that the "boundary point method" from Povh, Rendl, and Wiegele [Computing, 78 (2006), pp. 277-286] is an instance of this class.Source: SIAM journal on optimization. - ISSN 1052-6234 (Vol. 20, no. 1, 2009, str. 336-356)Type of material - article, component partPublish date - 2009Language - englishCOBISS.SI-ID - 15143257
Author
Malick, Jérôme |
Povh, Janez, 1973- |
Rendl, Franz |
Wiegele, Angelika
Topics
matematično programiranje |
semidefinitno programiranje |
regularizacijske metode |
okrepljena Lagrangeova metoda |
semidefinitni problemi velikih razsežnosti |
mathematical programming |
semidefinite programming |
regularization methods |
augmented Lagrangian method |
large scale semidefinite problems
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Database name | Field | Year |
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Malick, Jérôme | |
Povh, Janez, 1973- | 22649 |
Rendl, Franz | |
Wiegele, Angelika |
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